+0.5%
SPGI vs PSLV
+148.4%
-147.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.5% |
| 7D | -8.9% | -4.9% | -4.0% | -8.6% |
| 30D | +0.6% | -1.9% | +2.5% | +0.7% |
| 3M | +2.0% | +4.2% | -2.2% | +1.5% |
| 6M | +0.1% | -27.6% | +27.7% | +2.3% |
| YTD | -16.4% | -11.7% | -4.7% | -18.4% |
| 1Y | -18.9% | +49.3% | -68.3% | -27.6% |
| 3Y | +13.8% | +167.1% | -153.4% | -11.0% |
| 5Y | +0.5% | +151.7% | -151.2% | -24.9% |
| All | +0.5% | +148.4% | -147.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling